+344.9%
TRV vs CTAS
+814.6%
-469.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +2.0% | +2.0% | +0.1% | +1.1% |
| 30D | +6.7% | +8.7% | -2.0% | +2.7% |
| 3M | +9.4% | +13.3% | -3.9% | +3.2% |
| 6M | +37.7% | +39.4% | -1.7% | +17.5% |
| YTD | +40.6% | +21.5% | +19.1% | +27.4% |
| 1Y | +42.4% | +21.9% | +20.5% | +28.8% |
| 3Y | +148.1% | +73.6% | +74.5% | +87.7% |
| 5Y | +181.7% | +116.2% | +65.5% | +87.9% |
| All | +344.9% | +814.6% | -469.6% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling